Basic HTML version of Foils prepared 15 March 1996

Foil 24 Incomplete Cholesky Factorization or ILU -- Incomplete LU Decomposition

From Further PDE Solvers for the NAS Benchmarks CPSP713 Case studies in Computational Science -- Spring Semester 1996. by Geoffrey C. Fox
This used to be a major preconditioning technique for sparse matrices:
Then apply conventional methods to matrix P -1A
  • i.e. use P as a preconditioner gotten by only keeping those matrix elements of L and U where A was nonzero
Very difficult to parallelize as computation of involves a lot of complex dependencies (Full LU parallelization easier)

Northeast Parallel Architectures Center, Syracuse University, npac@npac.syr.edu

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